CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 0.9038 0.9147 0.0109 1.2% 0.9216
High 0.9169 0.9149 -0.0020 -0.2% 0.9288
Low 0.9037 0.9033 -0.0004 0.0% 0.8975
Close 0.9145 0.9098 -0.0047 -0.5% 0.9035
Range 0.0132 0.0116 -0.0016 -12.1% 0.0313
ATR 0.0119 0.0119 0.0000 -0.2% 0.0000
Volume 701 726 25 3.6% 2,345
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9441 0.9386 0.9162
R3 0.9325 0.9270 0.9130
R2 0.9209 0.9209 0.9119
R1 0.9154 0.9154 0.9109 0.9124
PP 0.9093 0.9093 0.9093 0.9078
S1 0.9038 0.9038 0.9087 0.9008
S2 0.8977 0.8977 0.9077
S3 0.8861 0.8922 0.9066
S4 0.8745 0.8806 0.9034
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0038 0.9850 0.9207
R3 0.9725 0.9537 0.9121
R2 0.9412 0.9412 0.9092
R1 0.9224 0.9224 0.9064 0.9162
PP 0.9099 0.9099 0.9099 0.9068
S1 0.8911 0.8911 0.9006 0.8849
S2 0.8786 0.8786 0.8978
S3 0.8473 0.8598 0.8949
S4 0.8160 0.8285 0.8863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9227 0.8975 0.0252 2.8% 0.0120 1.3% 49% False False 496
10 0.9288 0.8975 0.0313 3.4% 0.0107 1.2% 39% False False 965
20 0.9288 0.8800 0.0488 5.4% 0.0126 1.4% 61% False False 577
40 0.9288 0.8448 0.0840 9.2% 0.0112 1.2% 77% False False 343
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9642
2.618 0.9453
1.618 0.9337
1.000 0.9265
0.618 0.9221
HIGH 0.9149
0.618 0.9105
0.500 0.9091
0.382 0.9077
LOW 0.9033
0.618 0.8961
1.000 0.8917
1.618 0.8845
2.618 0.8729
4.250 0.8540
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 0.9096 0.9089
PP 0.9093 0.9081
S1 0.9091 0.9072

These figures are updated between 7pm and 10pm EST after a trading day.

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